Set Valued Optimization


Set Valued Optimization
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Set Valued Optimization


Set Valued Optimization
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Author : Akhtar A. Khan
language : en
Publisher: Springer
Release Date : 2014-10-20

Set Valued Optimization written by Akhtar A. Khan and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-10-20 with Mathematics categories.


Set-valued optimization is a vibrant and expanding branch of mathematics that deals with optimization problems where the objective map and/or the constraints maps are set-valued maps acting between certain spaces. Since set-valued maps subsumes single valued maps, set-valued optimization provides an important extension and unification of the scalar as well as the vector optimization problems. Therefore this relatively new discipline has justifiably attracted a great deal of attention in recent years. This book presents, in a unified framework, basic properties on ordering relations, solution concepts for set-valued optimization problems, a detailed description of convex set-valued maps, most recent developments in separation theorems, scalarization techniques, variational principles, tangent cones of first and higher order, sub-differential of set-valued maps, generalized derivatives of set-valued maps, sensitivity analysis, optimality conditions, duality and applications in economics among other things.



Vector Optimization


Vector Optimization
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Author : Guang-ya Chen
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-11-20

Vector Optimization written by Guang-ya Chen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-11-20 with Business & Economics categories.


Vector optimization model has found many important applications in decision making problems such as those in economics theory, management science, and engineering design (since the introduction of the Pareto optimal solu tion in 1896). Typical examples of vector optimization model include maxi mization/minimization of the objective pairs (time, cost), (benefit, cost), and (mean, variance) etc. Many practical equilibrium problems can be formulated as variational in equality problems, rather than optimization problems, unless further assump tions are imposed. The vector variational inequality was introduced by Gi- nessi (1980). Extensive research on its relations with vector optimization, the existence of a solution and duality theory has been pursued. The fundamental idea of the Ekeland's variational principle is to assign an optimization problem a slightly perturbed one having a unique solution which is at the same time an approximate solution of the original problem. This principle has been an important tool for nonlinear analysis and optimization theory. Along with the development of vector optimization and set-valued optimization, the vector variational principle introduced by Nemeth (1980) has been an interesting topic in the last decade. Fan Ky's minimax theorems and minimax inequalities for real-valued func tions have played a key role in optimization theory, game theory and math ematical economics. An extension was proposed to vector payoffs was intro duced by Blackwell (1955).



Set Optimization And Applications The State Of The Art


Set Optimization And Applications The State Of The Art
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Author : Andreas H Hamel
language : en
Publisher: Springer
Release Date : 2015-11-21

Set Optimization And Applications The State Of The Art written by Andreas H Hamel and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-11-21 with Mathematics categories.


This volume presents five surveys with extensive bibliographies and six original contributions on set optimization and its applications in mathematical finance and game theory. The topics range from more conventional approaches that look for minimal/maximal elements with respect to vector orders or set relations, to the new complete-lattice approach that comprises a coherent solution concept for set optimization problems, along with existence results, duality theorems, optimality conditions, variational inequalities and theoretical foundations for algorithms. Modern approaches to scalarization methods can be found as well as a fundamental contribution to conditional analysis. The theory is tailor-made for financial applications, in particular risk evaluation and [super-]hedging for market models with transaction costs, but it also provides a refreshing new perspective on vector optimization. There is no comparable volume on the market, making the book an invaluable resource for researchers working in vector optimization and multi-criteria decision-making, mathematical finance and economics as well as [set-valued] variational analysis.



Set Valued Analysis


Set Valued Analysis
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Author : Jean-Pierre Aubin
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-03-02

Set Valued Analysis written by Jean-Pierre Aubin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-03-02 with Science categories.


"An elegantly written, introductory overview of the field, with a near perfect choice of what to include and what not, enlivened in places by historical tidbits and made eminently readable throughout by crisp language. It has succeeded in doing the near-impossible—it has made a subject which is generally inhospitable to nonspecialists because of its ‘family jargon’ appear nonintimidating even to a beginning graduate student." —The Journal of the Indian Institute of Science "The book under review gives a comprehensive treatment of basically everything in mathematics that can be named multivalued/set-valued analysis. ...The book is highly recommended for mathematicians and graduate students who will find here a very comprehensive treatment of set-valued analysis." —Mathematical Reviews "This book provides a thorough introduction to multivalued or set-valued analysis... The style is lively and vigorous, the relevant historical comments and suggestive overviews increase the interest for this work...Graduate students and mathematicians of every persuasion will welcome this unparalleled guide to set-valued analysis." —Zentralblatt Math



Optimization With Multivalued Mappings


Optimization With Multivalued Mappings
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Author : Stephan Dempe
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-09-19

Optimization With Multivalued Mappings written by Stephan Dempe and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-09-19 with Mathematics categories.


This book focuses on the tremendous development that has taken place recently in the field of of nondifferentiable nonconvex optimization. Coverage includes the formulation of optimality conditions using different kinds of generalized derivatives for set-valued mappings (such as, for example, the co-derivative of Mordukhovich), the opening of new applications (the calibration of water supply systems), and the elaboration of new solution algorithms (e.g., smoothing methods).



Set Valued Optimization And Ist Application To Bilevel Optimization


Set Valued Optimization And Ist Application To Bilevel Optimization
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Author : Maria Pilecka
language : en
Publisher:
Release Date : 2016

Set Valued Optimization And Ist Application To Bilevel Optimization written by Maria Pilecka and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with categories.




Variational Analysis And Set Optimization


Variational Analysis And Set Optimization
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Author : Akhtar A. Khan
language : en
Publisher: CRC Press
Release Date : 2019-06-07

Variational Analysis And Set Optimization written by Akhtar A. Khan and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-06-07 with Business & Economics categories.


This book contains the latest advances in variational analysis and set / vector optimization, including uncertain optimization, optimal control and bilevel optimization. Recent developments concerning scalarization techniques, necessary and sufficient optimality conditions and duality statements are given. New numerical methods for efficiently solving set optimization problems are provided. Moreover, applications in economics, finance and risk theory are discussed. Summary The objective of this book is to present advances in different areas of variational analysis and set optimization, especially uncertain optimization, optimal control and bilevel optimization. Uncertain optimization problems will be approached from both a stochastic as well as a robust point of view. This leads to different interpretations of the solutions, which widens the choices for a decision-maker given his preferences. Recent developments regarding linear and nonlinear scalarization techniques with solid and nonsolid ordering cones for solving set optimization problems are discussed in this book. These results are useful for deriving optimality conditions for set and vector optimization problems. Consequently, necessary and sufficient optimality conditions are presented within this book, both in terms of scalarization as well as generalized derivatives. Moreover, an overview of existing duality statements and new duality assertions is given. The book also addresses the field of variable domination structures in vector and set optimization. Including variable ordering cones is especially important in applications such as medical image registration with uncertainties. This book covers a wide range of applications of set optimization. These range from finance, investment, insurance, control theory, economics to risk theory. As uncertain multi-objective optimization, especially robust approaches, lead to set optimization, one main focus of this book is uncertain optimization. Important recent developments concerning numerical methods for solving set optimization problems sufficiently fast are main features of this book. These are illustrated by various examples as well as easy-to-follow-steps in order to facilitate the decision process for users. Simple techniques aimed at practitioners working in the fields of mathematical programming, finance and portfolio selection are presented. These will help in the decision-making process, as well as give an overview of nondominated solutions to choose from.



Set Valued Mappings And Enlargements Of Monotone Operators


Set Valued Mappings And Enlargements Of Monotone Operators
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Author : Regina S. Burachik
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-11-15

Set Valued Mappings And Enlargements Of Monotone Operators written by Regina S. Burachik and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-11-15 with Mathematics categories.


This is the first comprehensive book treatment of the emerging subdiscipline of set-valued mapping and enlargements of maximal monotone operators. It features several important new results and applications in the field. Throughout the text, examples help readers make the bridge from theory to application. Numerous exercises are also offered to enable readers to apply and build their own skills and knowledge.



Duality In Vector Optimization


Duality In Vector Optimization
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Author : Radu Ioan Bot
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-08-12

Duality In Vector Optimization written by Radu Ioan Bot and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-08-12 with Mathematics categories.


This book presents fundamentals and comprehensive results regarding duality for scalar, vector and set-valued optimization problems in a general setting. One chapter is exclusively consecrated to the scalar and vector Wolfe and Mond-Weir duality schemes.



Recent Developments In Vector Optimization


Recent Developments In Vector Optimization
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Author : Qamrul Hasan Ansari
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-09-21

Recent Developments In Vector Optimization written by Qamrul Hasan Ansari and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-21 with Business & Economics categories.


We always come cross several decision-making problems in our daily life. Such problems are always conflicting in which many different view points should be satisfied. In politics, business, industrial systems, management science, networks, etc. one often encounters such kind of problems. The most important and difficult part in such problems is the conflict between various objectives and goals. In these problems, one has to find the minimum(or maximum) for several objective functions. Such problems are called vector optimization problems (VOP),multi-criteria optimization problems or multi-objective optimization problems. This volume deals with several different topics / aspects of vector optimization theory ranging from the very beginning to the most recent one. It contains fourteen chapters written by different experts in the field of vector optimization.